ZCash Alpha and Beta Analysis
| ZEC Crypto | USD 32.33 0.02 0.06% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as ZCash. It also helps investors analyze the systematic and unsystematic risks associated with investing in ZCash over a specified time horizon. Remember, high ZCash's alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation.
Beta 0.22 | Alpha (0.69) | Risk 6.63 | Sharpe Ratio (0.09) | Expected Return (0.61) |
Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
ZCash |
ZCash Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. ZCash market risk premium is the additional return an investor will receive from holding ZCash long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in ZCash. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate ZCash's performance over market.| α | -0.69 | β | 0.22 |
ZCash Price Momentum Analysis
ZCash Market Price Analysis
Market price analysis indicators help investors to evaluate how ZCash crypto coin reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading ZCash shares will generate the highest return on investment. By understating and applying ZCash crypto coin market price indicators, traders can identify ZCash position entry and exit signals to maximize returns.
ZCash Return and Market Media
The median price of ZCash for the period between Mon, Dec 16, 2024 and Sun, Mar 16, 2025 is 43.9 with a coefficient of variation of 26.0. The daily time series for the period is distributed with a sample standard deviation of 11.61, arithmetic mean of 44.65, and mean deviation of 10.14. The Crypto received substential amount of media coverage during this period. Price Growth (%) |
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About ZCash Beta and Alpha
For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including ZCash or other cryptos. Alpha measures the amount that position in ZCash has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
Some cryptocurrency investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. However, unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards ZCash in the overall investment community. So, suppose investors can accurately measure the crypto's market sentiment. In that case, they can use it for their benefit. For example, some tools provided by cryptocurrency exchanges to gauge market sentiment could be utilized to time the market in a somewhat predictable way.
Build Portfolio with ZCash
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
Align your risk with return expectations
Check out ZCash Backtesting, Portfolio Optimization, ZCash Correlation, Cryptocurrency Center, ZCash Volatility, ZCash History and analyze ZCash Performance. You can also try the Commodity Channel module to use Commodity Channel Index to analyze current equity momentum.
ZCash technical crypto coin analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, crypto market cycles, or different charting patterns.